Crate optionstratlib_math

Expand description

§optionstratlib-math

Generic numerical containers and algorithms of OptionStratLib: 2D curves, 3D surfaces, the geometry, construction and interpolation machinery they share, and the statistics extracted from them. Nothing here knows about option chains, Greeks, pricing or plotting; it depends only on optionstratlib-core and general numeric crates.

curves: curves::Curve, curves::Point2D and the curve traits.
surfaces: surfaces::Surface, surfaces::Point3D and the surface traits.
geometrics: construction, interpolation (linear, bilinear, cubic, spline), arithmetic and metric extraction shared by curves and surfaces.
error: error::CurveError, error::SurfaceError, error::InterpolationError and error::MetricsError.

Coordinates are rust_decimal::Decimal; arithmetic on them is checked. Option-specific projections of curves and surfaces (BasicCurves, BasicSurfaces) belong to the analytics layer, and plotting to optionstratlib-visualization; the optionstratlib facade provides both.

§Imports: no prelude

This crate has no prelude module, by decision (#518). Each module root re-exports what a caller needs: curves (Curve, Point2D, Curvable, StatisticalCurve, CurveSpline), surfaces (Surface, Point3D, Surfacable), geometrics (construction, interpolation and the shared traits) and error.

Measured when the crate was extracted, counting explicit optionstratlib::{curves,surfaces,geometrics}::… imports: the examples name no math item explicitly (they use the facade’s prelude::*), and tests and benches name 20 distinct math items in 4 files, most of them in one property test that imports 15 geometrics items. That use is narrow and specialised; a crate glob would serve none of it better than the module roots already do.

use optionstratlib_math::curves::{Curvable, Curve, Point2D, StatisticalCurve};
use optionstratlib_math::error::{CurveError, SurfaceError};
use optionstratlib_math::geometrics::{
    ConstructionMethod, ConstructionParams, GeometricObject, Interpolate, InterpolationType,
};
use optionstratlib_math::surfaces::{Point3D, Surfacable, Surface};

§Behaviour that lives outside this crate

Some capabilities take a math type as input but belong to a higher layer, so they are implemented there, not here (#517):

Capability	Where	Owner
`BasicCurves`, `BasicSurfaces`: projecting an option set onto a `Curve` or `Surface` (prices options, reads Greeks)	`optionstratlib::analytics`	analytics; final adapter in M4-01 (#529)
`Graph` and `Plottable` for `Curve`, `Vec<Curve>` and `Surface`	`optionstratlib_visualization::visualization`, also `optionstratlib::visualization`	visualization (#542)

Rendering failures are GraphErrors of the visualization layer; the math errors carry no rendering variant.

§Place in the workspace

Depends on optionstratlib-core.
Must not depend on optionstratlib-pricing, -simulation, -market, -analytics, -strategies, -backtest and -visualization; make check-graph enforces the layering (ADR-0001 D9).
In the facade: optionstratlib::{curves, surfaces, geometrics} and the math errors in optionstratlib::error, under the facade feature math. The facade paths are the same types as the paths here; the ownership map lists every one with its feature.

Moving from 0.21? The 0.22 architecture and adoption guide maps each redesign to its replacement workflow; 0.22 keeps no compatibility with 0.21.

§Minimal example

use optionstratlib_math::curves::{Curve, Point2D};
use std::collections::BTreeSet;

let points: BTreeSet<Point2D> = [(0, 0), (1, 2), (2, 4)]
    .into_iter()
    .map(|(x, y)| Point2D::new(x, y))
    .collect();
let curve = Curve::new(points);
assert_eq!(curve.points.len(), 3);

§Runnable example

A runnable program that depends on this crate directly, with the smallest dependency set and no facade, is osl-example-direct-math; make tree-example-direct-math asserts its resolved graph.

§Features

schema (off by default): derives utoipa::ToSchema on the math types and enables optionstratlib-core/schema.

Modules§

curves: Two-dimensional curves: Curve, Point2D and their traits.
error: Errors raised by the math types. Errors owned by the math layer.
geometrics: Geometry shared by curves and surfaces: construction, interpolation, arithmetic and metric extraction.
surfaces: Three-dimensional surfaces: Surface, Point3D and their traits. This module provides tools for working with 3D surfaces.

Constants§

VERSION: Version of the optionstratlib-math crate.